The orders management area of the checkout wizard will configure the store order summary and store order details server behaviors for you. This will get your order and the details of the order into the db, but this data will be inserted before the transaction completes so it will not necessarily reflect completed orders.
You can do it way and save the order information while the user is still on the site, then on your IPN page you can repopulate the cart from the posted info and update the order summary by applying the store order summary server behavior.
When you click on the checkout with PayPal button you should go to the checkout failure page. This is because you do not have the Payments Pro setup. You will need to remove this button from the checkout page to prevent that.
To get the user to go back to a particular page on your site you can use the return element in the form that is on the confirm page. In here just add the URL for the page you want the user to go to after submitting the details for their transaction. This should be set for you from the checkout wizard, I will be sure that a bug is logged for this.
<input type="hidden" name="return" id="return" value="your url goes here" />
Once you complete the wizard you will need to upload the eCart folder and any files that were created.